Instrumental variables for parameter estimation in stochastic systems with coloured noise
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DOI: 10.1007/s40435-017-0304-z
Abstract: This paper presents an estimation algorithm for continuous-time stochastic systems under coloured perturbations using an extended form of the instrumental variable method. A comparison between the extended an the simple form was done using two… read more here.
Keywords: coloured noise; stochastic systems; systems coloured; variables parameter ... See more keywords